Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-02 0.417181 0.461625 0.510577 0.568818 0.636644 0.713660 0.808472
2025-02-09 0.358286 0.413473 0.477987 0.559918 0.662579 0.788872 0.959082
2025-02-16 0.321701 0.383439 0.459046 0.560247 0.695035 0.872784 1.132883
2025-02-23 0.286163 0.349449 0.429738 0.541700 0.698296 0.917037 1.260639
2025-03-02 0.256159 0.318876 0.400722 0.518736 0.690678 0.943008 1.365154
2025-03-09 0.240505 0.305259 0.392231 0.522064 0.719601 1.025497 1.574924
2025-03-16 0.231873 0.300006 0.394186 0.539826 0.771614 1.151767 1.890611
2025-03-23 0.221636 0.291444 0.390330 0.547990 0.809100 1.260300 2.205147
2025-03-30 0.211194 0.281626 0.383541 0.550474 0.837027 1.356636 2.525326
2025-04-06 0.200495 0.270563 0.373817 0.546950 0.853699 1.434675 2.831722
2025-04-13 0.186289 0.253356 0.353377 0.523712 0.831983 1.433487 2.949586
2025-04-20 0.179549 0.246901 0.349078 0.527017 0.859196 1.536676 3.371914
2025-04-27 0.173368 0.241162 0.345864 0.532580 0.892987 1.664805 3.935756
2025-05-04 0.165670 0.232580 0.337414 0.527995 0.906136 1.749916 4.419013
2025-05-11 0.159993 0.226813 0.333121 0.530436 0.933908 1.876534 5.120036
2025-05-18 0.151406 0.215935 0.319579 0.514458 0.920612 1.898010 5.455406
2025-05-25 0.142644 0.204359 0.304192 0.493757 0.894612 1.881566 5.637121
2025-06-01 0.138722 0.200428 0.301593 0.497286 0.922760 2.017962 6.575399
2025-06-08 0.137264 0.200411 0.305686 0.514151 0.983806 2.265425 8.301905
2025-06-15 0.134436 0.197951 0.305284 0.521944 1.024748 2.467130 10.069370
2025-06-22 0.130980 0.194249 0.302409 0.524363 1.052913 2.638157 11.925191
2025-06-29 0.126934 0.189352 0.297066 0.521125 1.066283 2.764396 13.698502
2025-07-06 0.120568 0.180224 0.283516 0.499409 1.028737 2.700212 13.848536